Description

This analysis provides a forecast of COMP5692 prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-05-25 33.310421 35.892781 38.696419 41.987981 45.774900 50.030559 55.225862
2025-06-01 29.103167 32.465831 36.343717 41.218529 47.291590 54.766155 64.932082
2025-06-08 26.302986 29.965873 34.350854 40.112311 47.688995 57.645800 72.370015
2025-06-15 25.224816 29.299012 34.349738 41.275422 50.891992 64.434728 86.444115
2025-06-22 23.854694 28.092799 33.481095 41.108055 52.151167 68.594377 97.574976
2025-06-29 22.520898 26.802458 32.352810 40.407693 52.471485 71.293385 106.936637
2025-07-06 21.219761 25.453524 31.022936 39.261615 51.931892 72.459717 113.771608
2025-07-13 20.868546 25.328205 31.325669 40.461638 55.108771 80.340837 136.742190
2025-07-20 20.420401 25.031963 31.351672 41.227751 57.662993 87.646114 162.148122
2025-07-27 19.963558 24.688577 31.273723 41.806731 59.955971 94.962099 192.158940
2025-08-03 19.337708 24.070099 30.748260 41.618384 60.855937 99.642024 218.073068
2025-08-10 18.629278 23.298395 29.947881 40.912752 60.713683 102.032487 238.499452
2025-08-17 17.913070 22.504341 29.100693 40.115620 60.405440 104.235885 261.639231
2025-08-24 17.268611 21.788826 28.338128 39.408565 60.201851 106.712571 289.403143
2025-08-31 16.594768 21.002569 27.427217 38.381631 59.248023 107.135184 308.843673
2025-09-07 16.466811 21.007549 27.730584 39.461453 62.673177 119.912640 419.351516
2025-09-14 16.067755 20.592176 27.351759 39.306165 63.502019 125.888340 506.422296
2025-09-21 15.587107 20.036333 26.723352 38.656006 63.180286 128.399734 575.806762
2025-09-28 15.046047 19.372063 25.894803 37.590893 61.830337 127.406994 609.727523
2025-10-05 14.992291 19.440216 26.242436 38.706103 65.530576 144.169387 992.624242
2025-10-12 14.856562 19.376413 26.369773 39.417226 68.421609 159.852672 1739.062281
2025-10-19 14.692883 19.262142 26.406098 39.954215 70.986678 175.967512 3795.190380
2025-10-26 14.406516 18.946815 26.091396 39.779568 71.733970 184.999880 8581.927651